CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 1.3641 1.3664 0.0023 0.2% 1.3562
High 1.3641 1.3664 0.0023 0.2% 1.3687
Low 1.3641 1.3664 0.0023 0.2% 1.3562
Close 1.3641 1.3664 0.0023 0.2% 1.3613
Range
ATR 0.0063 0.0060 -0.0003 -4.5% 0.0000
Volume 2 2 0 0.0% 30
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3664 1.3664 1.3664
R3 1.3664 1.3664 1.3664
R2 1.3664 1.3664 1.3664
R1 1.3664 1.3664 1.3664 1.3664
PP 1.3664 1.3664 1.3664 1.3664
S1 1.3664 1.3664 1.3664 1.3664
S2 1.3664 1.3664 1.3664
S3 1.3664 1.3664 1.3664
S4 1.3664 1.3664 1.3664
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3996 1.3929 1.3682
R3 1.3871 1.3804 1.3647
R2 1.3746 1.3746 1.3636
R1 1.3679 1.3679 1.3624 1.3713
PP 1.3621 1.3621 1.3621 1.3637
S1 1.3554 1.3554 1.3602 1.3588
S2 1.3496 1.3496 1.3590
S3 1.3371 1.3429 1.3579
S4 1.3246 1.3304 1.3544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3664 1.3550 0.0114 0.8% 0.0000 0.0% 100% True False 4
10 1.3687 1.3550 0.0137 1.0% 0.0000 0.0% 83% False False 5
20 1.3742 1.3485 0.0257 1.9% 0.0004 0.0% 70% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3664
2.618 1.3664
1.618 1.3664
1.000 1.3664
0.618 1.3664
HIGH 1.3664
0.618 1.3664
0.500 1.3664
0.382 1.3664
LOW 1.3664
0.618 1.3664
1.000 1.3664
1.618 1.3664
2.618 1.3664
4.250 1.3664
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 1.3664 1.3645
PP 1.3664 1.3626
S1 1.3664 1.3607

These figures are updated between 7pm and 10pm EST after a trading day.

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